Conference on High-Frequency Trading
Conference on High-Frequency Trading

Speaker Presentations

Please find below the speaker presentations for download.

The missing presentations are from speakers who have not or not yet given permission to make their talk available.

Many thanks for your kind understanding!


High-Frequency Trading Competition by J. Brogaard

Data Abundance and Asset Price Informativeness  by T. Foucault

We have all become High Frequency Traders: What are some implications? by F. Hatheway

Price Discovery Without Trading: Evidence from Limit Orders by T. Hendershott

Latency in Automated Trading Systems by A. Kirilenko

Dimensional Analysis and Market Microstructure Invariance by P. Kyle

High-Frequency Trading around Large Institutional Orders by A. Menkveld

Testing for the maximal rank of the volatility process in noisy diffusion models by M. Podolskij

High-Frequency Trading and Insider Trading by P. Protter

High-Frequency data: Why are we looking at this? by C. Rogers

How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program by M. Rosenbaum

HFT2016 | Astrid Kollros  | Unversität Wien  | Oskar-Morgenstern-Platz 1  | 1090 Vienna  | Austria  |